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Calamos S&P 500 Structured Alt Protection ETF - October (CPSO)

Defined Outcome | Exchange Traded Fund | NYSEArca
28.21 USD +0.01 (0.021%) ⇧ (Aug. 25, 2026, 3:47 p.m. EDT)

Short-term:★★⯪☆☆Long-term:★★⯪☆☆Dividends:☆☆☆☆☆
Hot Take | Aug. 22, 2026, 1:08 a.m. EDT

This instrument is a short-term structured product with no long-term investment thesis. The price action over the last two weeks shows negligible movement, trading in a tight range between $28.06 and $28.15, which aligns with the extremely low 45-day forecast of 0.43%. However, the lack of a multi-year price history and the complete absence of any dividend payments over the last five years indicate this is not a traditional equity or income vehicle. It functions purely as a tactical hedge or speculative play on the S&P 500's performance within a specific timeframe, offering no compounding value or sustainable yield.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
MSTL ✓0.003798
AutoETS0.004308
AutoARIMA0.004342
AutoTheta0.005970

Forecast horizon: 45 days | Selected: MSTL

Forecast Reliability
Score 81%
H-stat 3.41
Ljung-Box p 0.000
Jarque-Bera p 0.237
Excess Kurtosis -0.26

Info Dump

Attribute Value
All Time High 28.21
All Time Low 24.89
Ask 28.25
Ask Size 900
Average Daily Volume10 Day 870
Average Daily Volume3 Month 1,087
Average Volume 1,087
Average Volume10Days 870
Beta3 Year 0.0
Bid 28.17
Bid Size 200
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 28.21
Day Low 28.21
Display Name CapSource Financial
Dividend Yield 0.0
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 27.9902
Fifty Day Average Change 0.21979904
Fifty Day Average Change Percent 0.0078527145
Fifty Two Week Change Percent 6.016767
Fifty Two Week High 28.21
Fifty Two Week High Change 0.0
Fifty Two Week High Change Percent 0.0
Fifty Two Week Low 26.6
Fifty Two Week Low Change 1.6099987
Fifty Two Week Low Change Percent 0.060526267
Fifty Two Week Range 26.6 - 28.21
First Trade Date Milliseconds 1,727,789,400,000
Full Exchange Name NYSEArca
Fullday Change 0.00589943
Fullday Change Percent 0.0209169
Fullday Price 28.21
Fund Family Calamos
Fund Inception Date 1,727,654,400
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange Options ("FLEX Options") that reference the price performance of the SPDR®? S&P 500®? ETF Trust. The fund is non-diversified.
Long Name Calamos S&P 500 Structured Alt Protection ETF - October
Market us_market
Market State CLOSED
Max Age 86,400
Message Board Id finmb_1889183296
Nav Price 28.21
Net Assets 26,629,546.0
Net Expense Ratio 0.69
Open 28.18
Previous Close 28.2041
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.00589943
Regular Market Change Percent 0.0209169
Regular Market Day High 28.21
Regular Market Day Low 28.21
Regular Market Day Range 28.21 - 28.21
Regular Market Open 28.18
Regular Market Previous Close 28.2041
Regular Market Price 28.21
Regular Market Time 1,787,687,231
Regular Market Volume 183
Short Name Calamos S&P 500 Structured Alt
Source Interval 15
Symbol CPSO
Total Assets 26,629,546
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 1.55797
Trailing Three Month Returns 1.55797
Triggerable 1
Two Hundred Day Average 27.43871
Two Hundred Day Average Change 0.7712898
Two Hundred Day Average Change Percent 0.028109552
Type Disp ETF
Volume 183
Yield 0.0
Ytd Return 3.27929